$ cat foo.pl
use strict;
use warnings;

my $string = qq{<Prompt><![CDATA[Please ... question ). ]]> <![CDATA[[ FAIL. ]]></Prompt>};
my( $fail ) = $string =~ m{ \[CDATA\[ (.*) ]]> }xms;
print $fail, "\n";

my( $better ) = $string =~ m{ \[ CDATA \[ (.*?) \]\] }x;
print $better, "\n";
$ perl foo.pl
Please ... question ). ]]> <![CDATA[[ FAIL. 
Please ... question ).